CME Pit-Traded Corn Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
803-0 |
792-0 |
-11-0 |
-1.4% |
803-4 |
| High |
803-0 |
795-0 |
-8-0 |
-1.0% |
832-6 |
| Low |
794-0 |
789-0 |
-5-0 |
-0.6% |
801-0 |
| Close |
794-4 |
789-4 |
-5-0 |
-0.6% |
802-2 |
| Range |
9-0 |
6-0 |
-3-0 |
-33.3% |
31-6 |
| ATR |
16-3 |
15-5 |
-0-6 |
-4.5% |
0-0 |
| Volume |
38,345 |
54,090 |
15,745 |
41.1% |
300,598 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
809-1 |
805-3 |
792-6 |
|
| R3 |
803-1 |
799-3 |
791-1 |
|
| R2 |
797-1 |
797-1 |
790-5 |
|
| R1 |
793-3 |
793-3 |
790-0 |
792-2 |
| PP |
791-1 |
791-1 |
791-1 |
790-5 |
| S1 |
787-3 |
787-3 |
789-0 |
786-2 |
| S2 |
785-1 |
785-1 |
788-3 |
|
| S3 |
779-1 |
781-3 |
787-7 |
|
| S4 |
773-1 |
775-3 |
786-2 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
907-2 |
886-4 |
819-6 |
|
| R3 |
875-4 |
854-6 |
811-0 |
|
| R2 |
843-6 |
843-6 |
808-1 |
|
| R1 |
823-0 |
823-0 |
805-1 |
817-4 |
| PP |
812-0 |
812-0 |
812-0 |
809-2 |
| S1 |
791-2 |
791-2 |
799-3 |
785-6 |
| S2 |
780-2 |
780-2 |
796-3 |
|
| S3 |
748-4 |
759-4 |
793-4 |
|
| S4 |
716-6 |
727-6 |
784-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
832-4 |
789-0 |
43-4 |
5.5% |
11-3 |
1.4% |
1% |
False |
True |
54,386 |
| 10 |
832-6 |
785-4 |
47-2 |
6.0% |
9-7 |
1.2% |
8% |
False |
False |
57,386 |
| 20 |
832-6 |
779-0 |
53-6 |
6.8% |
11-4 |
1.5% |
20% |
False |
False |
72,442 |
| 40 |
832-6 |
655-4 |
177-2 |
22.5% |
14-0 |
1.8% |
76% |
False |
False |
77,831 |
| 60 |
832-6 |
509-4 |
323-2 |
40.9% |
13-2 |
1.7% |
87% |
False |
False |
80,267 |
| 80 |
832-6 |
507-0 |
325-6 |
41.3% |
12-1 |
1.5% |
87% |
False |
False |
69,824 |
| 100 |
832-6 |
507-0 |
325-6 |
41.3% |
11-2 |
1.4% |
87% |
False |
False |
61,850 |
| 120 |
832-6 |
507-0 |
325-6 |
41.3% |
10-5 |
1.4% |
87% |
False |
False |
55,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
820-4 |
|
2.618 |
810-6 |
|
1.618 |
804-6 |
|
1.000 |
801-0 |
|
0.618 |
798-6 |
|
HIGH |
795-0 |
|
0.618 |
792-6 |
|
0.500 |
792-0 |
|
0.382 |
791-2 |
|
LOW |
789-0 |
|
0.618 |
785-2 |
|
1.000 |
783-0 |
|
1.618 |
779-2 |
|
2.618 |
773-2 |
|
4.250 |
763-4 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
792-0 |
802-7 |
| PP |
791-1 |
798-3 |
| S1 |
790-3 |
794-0 |
|